Pre-Market IV Report February 16, 2023

Pre-Market IV Report February 16, 2023

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information

Options with increasing option implied volatility: QS MANU SAVE CL NVS GRFS CRDO QS SJR SI SYNH ATNM ZIM TGNA SAVE ACAD CL NATI CSCO CROX TOST TWLO ROKU

Stocks expected to have increasing option volume: TWLO CISCO Z SHOP ROKU CROX HAS DE H TOST PARA DDOG

Tesla (TSLA) 30-day option implied volatility is at 72; compared to its 52-week range of 49 to 96 into 2023 Investor Day on March 1, 2023.

Goldman Sachs Group, Inc. (GS) February call option implied volatility is at 23, March is at 22; compared to its 52-week range of 22 to 44 into hosting an Investor Day on February 28th, 2023.

Snap (SNAP) February call option implied volatility is at 123, March is at 65; compared to its 52-week range of 63 to 128 into hosting its 2023 analyst day on February 16.

Crypto option IV amid Bitcoin trending higher

Coinbase (COIN) 30-day option implied volatility is at 130; compared to its 52-week range of 62 to 174 as shares trade up in premarket.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 88; compared to its 52-week range of 69 to 221 as shares trade up in premarket.

Marathon Digital Holdings (MARA) 30-day option implied volatility is at 150; compared to its 52-week range of 99 to 183.

Riot Platforms (RIOT) 30-day option implied volatility is at 115; compared to its 52-week range of 90 to 176. Call put ratio 4 calls to 1 put.

Silvergate Capital (SI) 30-day option implied volatility is at 187; compared to its 52-week range of 74 to 275. Call put ratio 2.2 calls to 1 put as shares trade up in premarket.

Hut 8 Mining Corp (HUT) 30-day option implied volatility is at 141; compared to its 52-week range of 94 to 161. Call put ratio 9.7 calls to 1 put.

Bitfarms Ltd (BITF) 30-day option implied volatility is at 146; compared to its 52-week range of 77 to 181. Call put ratio 11 calls to 1 put.

Straddle prices into quarter results

Applied Materials (AMAT) February 119 straddle priced for a move of 4.5% into the expected release of quarter results today after the bell.

Data Dog (DDOG) February 86 straddle priced for a move of 11% into the expected release of quarter results today before the bell. Call put ratio 4 calls to 1 put.
Paramount Global (PARA) February 24.50 straddle priced for a move of 8% into the expected release of quarter results today before the bell.

Toast (TOST) February 26 straddle priced for a move of 12% into the expected release of quarter results today before. Call put ratio 2.3 calls to 1 put.

DoorDash (DASH) February 68 straddle priced for a move of 14% into the expected release of quarter results today after the bell.

Drop Box (DBX) February straddle priced for a move of 6% into the expected release of quarter results today after the bell.

DraftKings (DKNG) February 18 straddle priced for a move of 12% into the expected release of quarter results today after the bell.

Deere (DE) February 410 straddle priced for a move of 4.5% into the expected release of quarter results before the bell of February 17.

AutoNation (AN) February 140 straddle priced for a move of 7% into the expected release of quarter results before the bell of February 17.

Options with decreasing option implied volatility: APP CAR AFRM APPS LYFT VKTX TTD SONO LNC SEDG NET HOOD NWL BE BTU FIS PYPL TPR
Increasing unusual option volume: FTI EWC WMG DHT GLYC OMF VRT OTIS RETA UPWK
Increasing unusual call option volume: OMF DHT IAC HLF GLYC UPWK TRIP SSRM BP AI LIT
Increasing unusual put option volume: EWC XP RETA NSC AI SABR BMBL DDD DOCN
Popular stocks increasing options volume: ABNB RBLX COIN TSM SHOP DVN UBER
Active options: TSLA AAPL GOOGL PLTR NVDA AMZN META AMC MSFT UPST GOOG BBBY ABNB RBLX AMD COIN TSM SHOP DVN UBER
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $78, natural gas up 2%, gold at $1844